Eastern Canada, where people are generally easy going and friendly. I'd be surprised and disappointed to hear things are different elsewhere, but I don't have the lived experience to say one way or another.
But a stranger gesturing for you to take off your headphones while you're walking briskly down the street or riding the subway just so they can make smalltalk does not seem socially acceptable whether it's packed at rush hour or mostly empty at 1:00 in the morning.